+154.5%
EWT vs FDS
-23.5%
+178.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | +2.1% | -8.8% | +10.9% | +3.0% |
| 30D | +9.4% | -1.4% | +10.7% | +9.4% |
| 3M | +10.9% | +13.9% | -3.0% | +8.5% |
| 6M | +57.9% | +27.4% | +30.5% | +50.6% |
| YTD | +75.9% | -2.5% | +78.4% | +77.7% |
| 1Y | +89.7% | -23.8% | +113.5% | +104.5% |
| 3Y | +200.9% | -32.5% | +233.4% | +231.6% |
| 5Y | +154.5% | -23.2% | +177.7% | +185.0% |
| All | +154.5% | -23.5% | +178.0% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling